DatabentoLies, damned lies, and latency — Behind Databento’s NTP time serviceShortly after Databento launched its real-time market data, we had a big problem: Some customers were reporting negative latencies when…2d ago2d ago
DatabentoTop 6 things about daily market data that even institutional traders get wrongCommon mistakes when working with market data. And why nanoseconds matter even when you’re using daily settlement prices.Jun 14Jun 14
DatabentoAnalyzing private fills and canary orders with Databento’s high-precision market data timestampsOur latest case study on “faster-than-light” orders, based on a customer’s project.Jun 6Jun 6
DatabentoHow to use Polars with market data from DatabentoThe following article was written by our customer Nelson Griffiths, Engineering and Machine Learning Lead at Double River Investments, a…Apr 111Apr 111
DatabentoDirect proprietary feeds vs SIPs: which is right for you?We frequently receive inquiries about the types of data provided by consolidated feeds from the Securities Information Processors (SIPs)…Apr 2Apr 2
DatabentoHow we serve real-time tick data of the entire US options market over the internet — on a single…Our US equity options feed effortlessly delivers real-time tick data from all 17 exchanges, timestamped to the nanosecond — streaming over…Mar 261Mar 261
DatabentoWorking with high-frequency market data: Data integrity and cleaningWe’re kicking off a multi-part series on using high-frequency market data. In part 1, we focus on data integrity and cleaning, sharing a…Mar 7Mar 7
DatabentoAlgorithmic trading guide: high-frequency, liquidity-taking strategyIn an earlier guide, we showed you how to build an algorithmic trading strategy with a model-based (machine learning) alpha in Python with…Feb 16Feb 16
DatabentoBuilding high-frequency trading signals in Python with Databento and sklearnSee how order book data from Databento can be used with machine learning models to develop algorithmic trading signals.Dec 20, 20232Dec 20, 20232